Pages that link to "Item:Q3594915"

The following pages link to Non‐trading day effects in asymmetric conditional and stochastic volatility models (Q3594915):

Displaying 2 items.

• A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries (Q299262) (← links)
• Stylised facts of financial time series and hidden Markov models in continuous time (Q4683084) (← links)